+96.7%
SPYG vs HUBB
+43.6%
+53.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.6% |
| 7D | -1.8% | -1.7% | -0.1% | -1.2% |
| 30D | -1.9% | -12.7% | +10.7% | +3.0% |
| 3M | +5.2% | -2.9% | +8.1% | +5.6% |
| 6M | +15.6% | -4.8% | +20.3% | +16.0% |
| YTD | +12.4% | +2.8% | +9.6% | +9.0% |
| 1Y | +17.5% | +3.5% | +13.9% | +13.1% |
| All | +96.7% | +43.6% | +53.1% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HUBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling